^SIXY vs. CMG
^SIXY (Consumer Discretionary Select Sector Index) is an index, while CMG (Chipotle Mexican Grill, Inc.) is a stock.
Performance
^SIXY vs. CMG - Performance Comparison
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Returns By Period
^SIXY
- 1D
- 0.66%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CMG
- 1D
- -3.37%
- 1M
- 5.17%
- 6M
- -4.24%
- YTD
- 0.59%
- 1Y
- -12.46%
- 3Y*
- -1.63%
- 5Y*
- -0.03%
- 10Y*
- 16.54%
- ALL TIME*
- 19.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $612.37M | $603.10M | $624.35M |
^SIXY vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
^SIXY Consumer Discretionary Select Sector Index | 0.66% |
CMG Chipotle Mexican Grill, Inc. | -3.37% |
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Return for Risk
^SIXY vs. CMG — Risk / Return Rank
^SIXY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CMG
^SIXY vs. CMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and Chipotle Mexican Grill, Inc. (CMG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^SIXY | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.97 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.37 | — |
| Martin ratioReturn relative to average drawdown | — | -0.67 | — |
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Drawdowns
^SIXY vs. CMG - Drawdown Comparison
The maximum ^SIXY drawdown since its inception was 0.00%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for ^SIXY and CMG.
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Drawdown Indicators
| ^SIXY | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -74.61% | +74.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -36.01% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -58.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -58.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.89% | — |
Current DrawdownCurrent decline from peak | 0.00% | -45.71% | +45.71% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -21.56% | +21.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.85% | — |
Volatility
^SIXY vs. CMG - Volatility Comparison
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Volatility by Period
| ^SIXY | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 17.31% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 29.05% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 39.89% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 34.19% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 35.97% | — |
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